I personally think that Romani are widely dispersed, with their largest concentrated populations in Europe, especially the Romania of Central and Eastern Europe and Anatolia, followed by the Kale of Iberia and Southern France. They originated in India and arrived in Mid-West Asia first and then in Europe at least 1000 years ago,either separating from the Dom people or, at least, having a similar history; the ancestors of both the Romania and the Dom left North India sometime between the sixth and eleventh century.
The romani people are known widespread as gypsies in europe and the americas. The name gypsie is almost always used with negative connotation, if a person decides that they are fine with being called that, then it is up to them. But you should not force people to use a name if they dont want to.
Gypsy has a bit of a negative connotation to the word. Roma people have the right to be called whatever term they prefer to be called. Those of us that are not Roma should adhere to their wishes and call them what they prefer to be called. If they prefer to be called Gypsies and do not find anything negative about it, I would be happy to call them that. I don't want to offend anyone. The decision is theirs.
The term gypsies is derived from the word Egyptian as they were once identified as wayward Egyptians. Since this term was penned, it has gained many definitions s well as attributes, positive and negative. Where the word gypsy is attached to such baggage, it is probably better to use Roma or adopt a new term that represents them.
These free-spirited travelers who do not adhere to our own perceived notion of national boundaries don't need to call themselves anything other than what they like to be called. There is no "should" involved here. They do as they please, and so by their very nature they would reject the notion that they should call themselves gypsies.